-84.5%
IOVA vs ABCL
-81.2%
-3.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | -3.5% | -3.3% | -0.2% | -2.3% |
| 30D | -45.4% | -7.1% | -38.3% | -43.2% |
| 3M | +19.0% | +4.7% | +14.3% | +18.3% |
| 6M | +112.0% | +140.9% | -28.9% | +47.1% |
| YTD | +184.2% | +236.0% | -51.7% | +70.5% |
| 1Y | +222.0% | +217.4% | +4.6% | +97.1% |
| 3Y | +92.6% | +188.7% | -96.1% | +11.3% |
| 5Y | -63.2% | -23.5% | -39.7% | -71.3% |
| All | -84.5% | -81.2% | -3.3% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling